+345.7%
WM vs BURL
+258.4%
+87.3%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.9% | +4.1% | +1.5% |
| 7D | +4.5% | +3.5% | +1.0% | +4.1% |
| 30D | +16.1% | -9.3% | +25.3% | +17.2% |
| 3M | +8.0% | -32.1% | +40.1% | +12.4% |
| 6M | +8.4% | -19.8% | +28.2% | +10.5% |
| YTD | +11.2% | -13.2% | +24.4% | +12.0% |
| 1Y | +22.3% | -7.8% | +30.2% | +22.0% |
| 3Y | +50.2% | +89.3% | -39.1% | +33.3% |
| 5Y | +63.3% | -15.8% | +79.1% | +59.5% |
| All | +345.7% | +258.4% | +87.3% | +266.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BURL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling